factorlasso 0.2.2

Sparse factor model estimation with sign-constrained LASSO, prior-centered regularisation, and hierarchical group LASSO (HCGL)

factorlasso 0.2.0 — Release Bundle

This bundle contains the three source files that need to be committed to the repo for the 0.2.0 release, plus the built distribution artefacts.

Contents

File	Where it goes	What changed
__init__.py	factorlasso/__init__.py	Rewritten to export the 5 cluster utilities from cluster_utils
.gitignore	repo root	Fixed .idea/ exclusion; expanded Python project ignores
pyproject.toml	repo root	Version bumped 0.1.12 → 0.2.0
factorlasso-0.2.0-py3-none-any.whl	dist/	Fresh wheel build (includes cluster_utils.py)
factorlasso-0.2.0.tar.gz	dist/	Fresh sdist build

What verified

Against the full repo state (cluster_utils.py + updated init.py + all other modules):

• ✓ python -m pytest tests/ → 143 passed, 9 skipped (skipped are environment-specific)
• ✓ python tests/test_integration.py → runs end-to-end
• ✓ Fresh wheel builds cleanly via python -m build --wheel --sdist
• ✓ Installing from the fresh wheel and re-running all tests → all pass
• ✓ from factorlasso import get_clusters_by_freq, get_linkages_by_freq, get_cutoffs_by_freq, get_linkage_array, compute_clusters_from_corr_matrix → all importable
• ✓ Round-trip HCGL ≡ GROUP_LASSO-with-external-clusters semantic test passes
• ✓ .gitignore correctly excludes .idea/*, __pycache__/, build artefacts

Version bump rationale (semver)

0.1.12 → 0.2.0 because the release adds new public API:

• get_clusters_by_freq (new)
• get_linkages_by_freq (new)
• get_cutoffs_by_freq (new)
• get_linkage_array (promoted from internal to public export)

Plus a module-level reorganisation (all clustering utilities consolidated into the new factorlasso.cluster_utils module). The existing public API is fully preserved — compute_clusters_from_corr_matrix is still importable from factorlasso top-level exactly as before.

One manual cleanup step needed in your working copy

The .idea/ directory was previously committed (the old .gitignore had *.idea/ which doesn't match .idea/). Updating .gitignore alone won't untrack what's already in git. Run this once:

git rm -r --cached .idea/
git commit -m "chore: untrack .idea IDE metadata"

After that, future changes to .idea/ files will be ignored correctly.

Suggested commit structure

Three logical commits:

# 1. Code reorganisation (already in your repo — cluster_utils.py, the
#    updated lasso_estimator.py and factor_covar.py)
git add factorlasso/cluster_utils.py factorlasso/lasso_estimator.py factorlasso/factor_covar.py
git commit -m "refactor: consolidate clustering utilities into cluster_utils module"

# 2. Public API update
git add factorlasso/__init__.py
git commit -m "feat: export cluster helpers (get_*_by_freq, get_linkage_array)"

# 3. Version bump + .gitignore fix
git add pyproject.toml .gitignore
git rm -r --cached .idea/
git commit -m "chore: bump to 0.2.0; fix .idea gitignore glob"

# 4. (optional) Rebuild dist/ if you want to commit artefacts
# Most projects don't commit dist/ — just build on release via CI

Changelog entry (for CHANGELOG.md if you have one)

## [0.2.0] - 2026-04-18

### Added
- New module `factorlasso.cluster_utils` consolidating all clustering utilities
- Public API exports: `get_clusters_by_freq`, `get_linkages_by_freq`, `get_cutoffs_by_freq`
- Public API export: `get_linkage_array` (previously internal)

### Changed
- `compute_clusters_from_corr_matrix` moved from `lasso_estimator.py` to `cluster_utils.py`
  (still importable from top-level `factorlasso`)
- `get_linkage_array` moved from `factor_covar.py` to `cluster_utils.py`
- `LassoModel` with `model_type=GROUP_LASSO` now populates `.clusters_` attribute from
  externally-supplied `group_data`, for API uniformity with HCGL mode

### Fixed
- `compute_clusters_from_corr_matrix` now uses `squareform(1 - C)` (correct correlation-to-distance
  conversion) instead of the previous buggy `pdist(1 - C)` (which computed Euclidean distances
  between rows of the correlation matrix)
- `.gitignore` glob `*.idea/` corrected to `.idea/`

### Internal
- All 143 existing tests continue to pass
- Wheel now correctly includes `cluster_utils.py`